Issues

Special issue on statistical modelling in Finance Conference 2006 Temple University. Guest Editors: Elyas Elyasiani, A. Thavaneswaran, Jagbir Singh

About the Guest Editors

About the Guest Editors

View articletitled, SCM.SharedControls.Infrastructure.TitleDisplayModel?.Text
Add to Citation Manager for About the Guest Editors

Catastrophe forecasting: seeing “gray” among the “black boxes”

Michael R. Powers
View articletitled, SCM.SharedControls.Infrastructure.TitleDisplayModel?.Text
Open the PDF for in another window
Add to Citation Manager for Catastrophe forecasting: seeing “gray” among the “black boxes”

Dynamic monitoring of financial intermediaries with subordinated debt

Gloria González‐Rivera; David Nickerson
View articletitled, SCM.SharedControls.Infrastructure.TitleDisplayModel?.Text
Open the PDF for in another window
Add to Citation Manager for Dynamic monitoring of financial intermediaries with subordinated debt

The estimation of nominal and real yield curves from government bonds in Israel

Zvi Wiener; Helena Pompushko
View articletitled, SCM.SharedControls.Infrastructure.TitleDisplayModel?.Text
Open the PDF for in another window
Add to Citation Manager for The estimation of nominal and real yield curves from government bonds in Israel

Parsimonious principle of GARCH models: a Monte‐Carlo approach

Jing Wu
View articletitled, SCM.SharedControls.Infrastructure.TitleDisplayModel?.Text
Open the PDF for in another window
Add to Citation Manager for Parsimonious principle of GARCH models: a Monte‐Carlo approach

Approximating the growth optimal portfolio with a diversified world stock index

Truc Le; Eckhard Platen
View articletitled, SCM.SharedControls.Infrastructure.TitleDisplayModel?.Text
Open the PDF for in another window
Add to Citation Manager for Approximating the growth optimal portfolio with a diversified world stock index

Financial applications of ARMA models with GARCH errors

M. Ghahramani; A. Thavaneswaran
View articletitled, SCM.SharedControls.Infrastructure.TitleDisplayModel?.Text
Open the PDF for in another window
Add to Citation Manager for Financial applications of ARMA models with GARCH errors

Fuzzy random‐coefficient volatility models with financial applications

K. Thiagarajah; A. Thavaneswaran
View articletitled, SCM.SharedControls.Infrastructure.TitleDisplayModel?.Text
Open the PDF for in another window
Add to Citation Manager for Fuzzy random‐coefficient volatility models with financial applications